Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48934.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42251.34 Kr¶

PnL: ---------------------------------------> -181.94 Kr¶

DD now: ---------------------------------> -7.879 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:46:23.284335'

Anic Portfolio¶

Today¶

Return: -0.747 %¶

This Week¶

Return: -0.747 %¶

Total portfolio value¶

Return including deposits: 60.2 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.110000 1668.420000 200.880000 13.690000 1467.540000
JM 6 2.230000 881.400000 19.200000 2.230000 862.200000
Hoist Finance 35 1.790000 995.750000 17.500000 1.790000 978.250000
Orrön Energy 180 0.530000 2051.100000 13.500000 0.660000 2037.600000
Atrium Ljungberg B 5 1.450000 946.500000 13.500000 1.450000 933.000000
Sagax B 4 1.550000 865.200000 13.200000 1.550000 852.000000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
Catena 2 1.270000 799.600000 10.000000 1.270000 789.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Biotage 7 0.370000 942.900000 3.500000 0.370000 939.400000
EQT 4 0.390000 832.800000 3.200000 0.390000 829.600000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Clas Ohlson B 12 0.190000 972.600000 1.800000 0.190000 970.800000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Byggmax Group 33 -0.210000 952.380000 -1.980000 -0.210000 954.360000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.560000 932.750000 -5.250000 -0.560000 938.000000
OX2 13 -0.620000 941.850000 -5.850000 -0.620000 947.700000
Hexatronic Group 12 -0.720000 957.600000 -6.960000 -0.720000 964.560000
Alimak Group 11 -1.540000 911.900000 -14.300000 -1.540000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Latour B 4 -3.130000 828.400000 -26.800000 -3.130000 855.200000
Addnode Group B 11 -2.930000 891.550000 -26.950000 -2.930000 918.500000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Indutrade 5 -3.660000 1170.000000 -44.500000 -3.660000 1214.500000
Hexagon B 26 -1.360000 3404.700000 -46.800000 -1.360000 3451.500000
BHG Group 97 -3.530000 1404.560000 -50.440000 -3.470000 1455.000000
Bufab 3 -5.040000 1050.600000 -55.800000 -5.040000 1106.400000
Vitec Software Group B 2 -7.010000 1008.000000 -76.000000 -7.010000 1084.000000
INVISIO 16 -2.390000 3592.000000 -88.000000 -2.390000 3680.000000
TOTAL 42256.490000 -176.790000 -7.86941% 42433.280000

Updated:¶

'2023-07-03 11:45:48.658593'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶